Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 0.514412 0.574542 0.641627 0.722553 0.818247 0.928702 1.067164
2025-01-12 0.438248 0.512309 0.600465 0.714701 0.861188 1.046133 1.303029
2025-01-19 0.376112 0.453907 0.550867 0.683295 0.863926 1.108813 1.479397
2025-01-26 0.344040 0.427100 0.534990 0.689673 0.913431 1.238867 1.776891
2025-02-02 0.319319 0.406086 0.522886 0.697690 0.964443 1.378961 2.126699
2025-02-09 0.294651 0.382058 0.503185 0.691039 0.991049 1.485134 2.450519
2025-02-16 0.276941 0.365628 0.491915 0.694546 1.032851 1.623495 2.878283
2025-02-23 0.254913 0.340946 0.465896 0.671472 1.026341 1.674430 3.146744
2025-03-02 0.234147 0.316424 0.437822 0.641646 1.003272 1.689115 3.340311
2025-03-09 0.224056 0.306872 0.431609 0.646729 1.042703 1.833611 3.901516
2025-03-16 0.219247 0.304789 0.436638 0.671046 1.121307 2.077862 4.849963
2025-03-23 0.211957 0.298270 0.433860 0.681132 1.173686 2.278297 5.798186
2025-03-30 0.203917 0.290359 0.428686 0.687359 1.221763 2.489006 6.964333
2025-04-06 0.194602 0.279776 0.418160 0.682387 1.245346 2.646437 8.079662
2025-04-13 0.182178 0.263423 0.396629 0.654191 1.213387 2.647702 8.557258
2025-04-20 0.176536 0.257826 0.393241 0.660950 1.262052 2.890926 10.422833
2025-04-27 0.171518 0.252930 0.390660 0.668950 1.315176 3.168008 12.884461
2025-05-04 0.164817 0.244807 0.381706 0.662924 1.333032 3.341617 15.039738
2025-05-11 0.159955 0.239528 0.377517 0.666383 1.375658 3.616945 18.515316
2025-05-18 0.152030 0.228588 0.362225 0.644661 1.348830 3.635939 19.979029
2025-05-25 0.143766 0.216718 0.344592 0.616494 1.301058 3.564341 20.535473
2025-06-01 0.140304 0.213054 0.342104 0.621329 1.344573 3.864519 25.803128
2025-06-08 0.139286 0.213598 0.347549 0.644346 1.443917 4.446537 37.483103